+559.6%
SNPS vs XRT
+128.1%
+431.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.0% | -6.4% | -5.9% |
| 7D | -11.0% | +0.8% | -11.8% | -11.4% |
| 30D | -1.7% | -4.2% | +2.4% | +0.2% |
| 3M | -20.4% | +5.1% | -25.4% | -22.8% |
| 6M | -8.6% | +2.4% | -11.0% | -10.4% |
| YTD | -16.2% | +3.2% | -19.4% | -18.1% |
| 1Y | -34.6% | +1.5% | -36.1% | -35.5% |
| 3Y | -14.5% | +40.6% | -55.0% | -29.1% |
| 5Y | +17.0% | -1.0% | +18.0% | +12.5% |
| All | +559.6% | +128.1% | +431.5% | +271.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XRT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling